Diaz is used as a last name by Hispanics, not a first name.
Indeed. Apparently what happened is that in Kazakhstan for whatever reason the heroics of Jose Diaz became popular to the extent that parents started naming their children after him. The ending "z" became softened to "s" and what was the last name became the first name.
To your 44: Also, the family lived in Kahzistahn
I don't know what "Kahzistahn" is.
The family of the Tsarnaev brothers lived in Kirghizia, but ethnically they are either Chechen or Ossetin or a mix of the two. Azmat and Diaz, judging by my limited onomastic research are from Kazahkstan. However, bear in mind that all these countries were a part of the Soviet Union about 20 years ago. The language of communication between diverse Muslim peoples remains Russian and many lives were mixed up geographically during the Stalin's brutal regime. That two Chechen brothers lived in Kirghizia and befriended fellow Muslims from Kazhakhstan is not surprising, it is like, for example, two Latinos from different countries of origin in South America get together in the States.